credit scorecard model using the CAP, ROC, and Kolmogorov-Smirnov statistic The creditscorecard class supports three validation methods, the Cumulative Accuracy Profile (CAP), the Receiver Operating Characteristic (ROC), and the Kolmogorov-Smirnov (K-S) statistic. For more information on CAP, ROC, and

scorecard model using the CAP, ROC, and Kolmogorov-Smirnov statistic The creditscorecard class supports three validation methods, the Cumulative Accuracy Profile (CAP), the Receiver Operating Characteristic (ROC), and the Kolmogorov-Smirnov (K-S) statistic. For more information on CAP, ROC, and KS, see

vs. defaults in the following year. A common tool used to assess the ranking of customers implicit in the credit ratings is the Cumulative Accuracy Profile (CAP), and the associated accuracy ratio measure. The idea is to measure the relationship between the credit ratings assigned and the number of